I've had similar issue and its been down to two possible things.
A. the sticks are failing or poor quality-
B the stick is not directly plugged into the socket (dont use a cable)
I personally would not buy USB sticks on ebay I've had honest too make fakes that look perfect until you try to get warranty from the maker.
Best place is amazon I found these work great. I have 16GB and 32GB currently.
http://www.amazon.co.uk/Kingston-R50...8516798&sr=8-1
Added bonus they fit perfectly in the slot so you can close the armrest.
The other thing is I was given the BMW usb stick that looks like a key for xmas from sister a while back. She bought it direct from dealer (bless her) Turned out its too big to use direct in socket and using a short extention as you get with the car it causes head-unit to lock up. Get the Kingston one from amazon and it should solve you problems, plus a lot damn cheaper